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A New Statistical Tool: Scalar Score Function
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SYSNO ASEP 0358510 Druh ASEP J - Článek v odborném periodiku Zařazení RIV J - Článek v odborném periodiku Poddruh J Ostatní články Název A New Statistical Tool: Scalar Score Function Tvůrce(i) Fabián, Zdeněk (UIVT-O) SAI, RID Zdroj.dok. Computer Technology and Application - ISSN 1934-7332
Roč. 2, - (2011), s. 109-116Poč.str. 8 s. Jazyk dok. eng - angličtina Země vyd. US - Spojené státy americké Klíč. slova statistics ; inference function ; data characteristics ; point estimates ; heavy tails Vědní obor RIV BB - Aplikovaná statistika, operační výzkum CEP GA205/09/1079 GA ČR - Grantová agentura ČR CEZ AV0Z10300504 - UIVT-O (2005-2011) Anotace The basic inference function of mathematical statistics, the score function, is a vector function. The author has introduced the scalar score, a scalar inference function, which reflects main features of a continuous probability distribution and which is simple. Its simplicity makes it possible to introduce new relevant numerical characteristics of continuous distributions. The t-mean and score variance are descriptions of distributions without the drawbacks of the mean and variance, which may not exist even in cases of regular distributions. Their sample counterparts appear to be alternative descriptions of the observed data. The scalar score itself appears to be a new mathematical tool, which could be used in solving traditional statistical problems for models far from the normal one, skewed and heavy-tailed. Pracoviště Ústav informatiky Kontakt Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Rok sběru 2012
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